Estimation of the monthly unemployment rate through structural time series modelling in a rotating panel design

被引：0

作者：

van den Brakel, Jan ^{[1
]}

Krieg, Sabine ^{[1
]}

机构：

[1] Stat Netherlands, Dept Stat Methods, NL-6401 CZ Heerlen, Netherlands

来源：

SURVEY METHODOLOGY | 2009年 / 35卷 / 02期

关键词：

Small area estimation; Rotation group bias; Survey errors; SMALL-AREA ESTIMATION; SEASONAL-ADJUSTMENT; BIAS;

D O I：

暂无

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

In this paper a multivariate structural time series model is described that accounts for the panel design of the Dutch Labour Force Survey and is applied to estimate monthly unemployment rates. Compared to the generalized regression estimator, this approach results in a substantial increase of the accuracy due to a reduction of the standard error and the explicit modelling of the bias between the subsequent waves.

引用

页码：177 / 190

页数：14

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